Backtesting global growth-at-Risk
Year of publication: |
2021
|
---|---|
Authors: | Brownlees, Christian ; Souza, André B. M. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 118.2021, p. 312-330
|
Subject: | Backtesting | GARCH | Growth-at-Risk | Quantile regression | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Risikomaß | Risk measure | Schätzung | Estimation | Theorie | Theory | Welt | World | Prognoseverfahren | Forecasting model |
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